А. Д. Егоров

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All published works
Action Title Year Authors
+ PDF Chat On the calculation of functionals from the solution of the linear Skorohod SDE with first-order chaos in the coefficients 2023 А. Д. Егоров
+ PDF Chat Approximate formulas for the evaluation of the mathematical expectation of functionals from the solution to the linear Skorohod equation 2021 А. Д. Егоров
+ PDF Chat Monte Carlo Methods and Applications 2021 Ḿanaging Editor
Karl K. Sabelfeld
Kurt Binder
Nicolas Bouleau
Paris Alexandre
J Chorin
Berkeley Dimov
Sofia Dubus
А. Д. Егоров
Sergei Ermakov
+ PDF Chat On composite formulas for mathematical expectation of functionals of solution of the Ito equation in Hilbert space 2019 А. Д. Егоров
+ PDF Chat Functional integrals method for systems of stochastic differential equations 2018 Е. A. Ayryan
А. Д. Егоров
Dmitry S. Kulyabov
V. B. Malyutin
L. A. Sevastyanov
+ PDF Chat Functional Integral Approach to the Solution of a System of Stochastic Differential Equations 2018 Е. A. Ayryan
А. Д. Егоров
Dmitry S. Kulyabov
Victor Malyutin
Leonid A. Sevastianov
+ Approximate Formulas for Mathematical Expectations of Functionals of Random Processes Defined by Ito-Levy Multiple Integral Expansion 2017 V. B. Malyutin
Leonid A. Sevastianov
Е. A. Ayryan
А. Д. Егоров
+ A method for the calculation of characteristics for the solution to stochastic differential equations 2017 А. Д. Егоров
V. B. Malyutin
+ PDF Chat On a Class of Gaussian Distributions in Functional Space 2016 А. Д. Егоров
Anatoly Zherelo
+ Approximations for expectations of functionals of solutions to stochastic differential equations 2007 А. Д. Егоров
+ On Evaluation of Conditional Expectations of Some Class Random Functionals 2007 А. Д. Егоров
+ Approximate evaluation of a class of functional integrals over space of functions taking values ±1 2003 А. Д. Егоров
V. B. Malyutin
+ Approximate evaluation of a class of functional integrals over space of functions taking values ±1 2003 А. Д. Егоров
V. B. Malyutin
+ Some Special Problems of Functional Integration 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Approximations of Integrals Based on Interpolation of Measure 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Integrals with Respect to Conditional Wiener Measure 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Quadrature Formulae for Integrals of Special Form 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Integrals With Respect to Measures which Correspond to Uniform Processes with Independent Increments 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Approximate Formulae for Multiple Integrals with Respect to Gaussian Measure 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Integrals with Respect to Gaussian Measures 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Approximations which Agree with Diagram Approaches 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Integrals with Respect to Gaussian Measures and Some Quasimeasures: Exact Formulae, Wick Polynomials, Diagrams 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Functional Integrals: Approximate Evaluation and Applications 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Formulae Based on Characteristic Functional Approximations, which Preserve a Given Number of Moments 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Integrals with Respect to Measures Generated by Solutions of Stochastic Equations. Integrals Over Manifolds 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Integration in Linear Topological Spaces of Some Special Classes 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
+ Approximate Interpolation-Type Formulae 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ Functional Integrals: Approximate Evaluation and Applications 1993 А. Д. Егоров
P. I. Sobolevsky
L. A. Yanovich
5
+ PDF Chat Functional Integrals: Approximate Evaluation and Applications. 1995 Denis Talay
A. D. Egorov
P. I. Sobolevsky
L. A. Yanovich
4
+ PDF Chat A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS 1999 ELEONORA BENNATI
M. Rosa-Clot
Stefano Taddei
3
+ PDF Chat Linear stochastic differential equations and Wick products 1994 Rainer Buckdahn
David Nualart
2
+ The <i>Z</i> <i>i</i> <i>t</i> <i>t</i> <i>e</i> <i>r</i> <i>b</i> <i>e</i> <i>w</i> <i>e</i> <i>g</i> <i>u</i> <i>n</i> <i>g</i> of a Dirac particle in two-dimensional space-time 1988 Takashi Ichinose
Hiroshi Tamura
2
+ Superanalysis. II. Integral calculus 1984 Vasilii S Vladimirov
И. В. Волович
2
+ Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations 2004 Grigori N. Milstein
M. V. Tretyakov
1
+ Martingale Representation of Functionals of Lévy Processes 2004 Arne Løkka
1
+ PDF Chat A Signed Measure on Path Space Related to Wiener Measure 1978 Kenneth J. Hochberg
1
+ PDF Chat Inversion of conditional Wiener integrals 1975 J. Yeh
1
+ Computing conditional Wiener integrals of functionals of a general form 2010 Warwick Michael Dumas
M. V. Tretyakov
1
+ A method for the calculation of characteristics for the solution to stochastic differential equations 2017 А. Д. Егоров
V. B. Malyutin
1
+ Approximate Formulas for Mathematical Expectations of Functionals of Random Processes Defined by Ito-Levy Multiple Integral Expansion 2017 V. B. Malyutin
Leonid A. Sevastianov
Е. A. Ayryan
А. Д. Егоров
1
+ PDF Chat Cauchy Formula for Affine SDE with Skorohod Integral 2019 A. V. Il’chenko
1
+ PDF Chat Approximate formulas for the evaluation of the mathematical expectation of functionals from the solution to the linear Skorohod equation 2021 А. Д. Егоров
1
+ Lagrangian for Diffusion in Curved Phase Space 1977 Robert Graham
1
+ Stochastic Equations in Infinite Dimensions 2014 Giuseppe Da Prato
Jerzy Zabczyk
1
+ Stochastic Equations in Infinite Dimensions 1992 Guiseppe Da Prato
Jerzy Zabczyk
1
+ Stochastic Differential Equations 2010 Leszek Gawarecki
V. Mandrekar
1
+ A continuous-integral method for spin lattice models 1978 E.S. Fradkin
D. M. Shteingradt
1
+ An Introduction to Stochastic PDEs 2009 Martin Hairer
1
+ <i>Quantum Physics: A Functional Integral Point of View</i> 1982 J. Gllmm
Arthur Jaffe
Frank Wilczek
1
+ PDF Chat Linear skorohod stochastic differential equations 1991 Rainer Buckdahn
1